Listar por autor "Fassas A.P., Kenourgios D., Papadamou S."
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U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas A.P., Kenourgios D., Papadamou S. (2021)This paper studies the effects of U.S. unconventional monetary policy announcements on the implied volatility of three major currency pairs, Dollar/Euro, Dollar/British Pound and Dollar/Yen by using panel data analysis ...